A projection method from R^2 to the flat torus for simulating conditioned diffusions, including a convergence result to the terminal point and a local Brownian motion property under change of measure.
Springer (1989)
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2019 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Simulation of Conditioned Diffusions on the Flat Torus
A projection method from R^2 to the flat torus for simulating conditioned diffusions, including a convergence result to the terminal point and a local Brownian motion property under change of measure.